market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
22/11/2024 1.93% 0.53 CHF 0.54 CHF 190,000 190,000 107,583 107,583 56,773 CHF 57,851 CHF 100.00% 100.00%
20/11/2024 2.06% 0.46 CHF 0.47 CHF 200,000 200,000 109,575 109,575 53,813 CHF 54,912 CHF 99.90% 99.90%
19/11/2024 2.10% 0.54 CHF 0.55 CHF 200,000 200,000 109,164 109,164 54,295 CHF 55,397 CHF 100.00% 100.00%
18/11/2024 2.25% 0.52 CHF 0.53 CHF 220,000 220,000 124,869 124,869 57,620 CHF 58,872 CHF 99.89% 99.89%
15/11/2024 2.30% 0.41 CHF 0.42 CHF 200,000 200,000 109,686 109,686 47,646 CHF 48,745 CHF 99.90% 99.90%
14/11/2024 2.46% 0.47 CHF 0.48 CHF 220,000 220,000 120,353 120,353 50,904 CHF 52,113 CHF 99.36% 99.36%
13/11/2024 2.65% 0.40 CHF 0.41 CHF 230,000 230,000 130,436 130,436 50,046 CHF 51,356 CHF 100.00% 100.00%
12/11/2024 2.56% 0.43 CHF 0.44 CHF 230,000 230,000 130,424 130,424 52,082 CHF 53,391 CHF 100.00% 100.00%
11/11/2024 2.33% 0.37 CHF 0.38 CHF 210,000 210,000 118,685 118,685 50,546 CHF 51,737 CHF 99.65% 99.65%
08/11/2024 2.02% 0.47 CHF 0.48 CHF 210,000 210,000 117,527 117,527 59,054 CHF 60,233 CHF 97.75% 97.75%

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